Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.568 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47888.13 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46493.23 Kr¶

PnL: ---------------------------------------> -395.34 Kr¶

DD now: ---------------------------------> -1.525 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 12:48:52.597324'

Anic Portfolio¶

Today¶

Return: 0.37 %¶

This Week¶

Return: 0.746 %¶

Total¶

Return: 56.773 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.200000 2807.000000 171.000000 6.490000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Corem Property Group B 59 -0.980000 656.080000 79.080000 13.710000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -0.410000 432.200000 77.200000 21.750000 355.000000
SAAB B 8 1.320000 3439.200000 62.200000 1.840000 3377.000000
Boozt 12 0.000000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 -0.440000 716.400000 43.400000 6.450000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Coor Service Management Hold. 8 0.150000 547.600000 15.600000 2.930000 532.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
FM Mattsson Mora Group B 50 -1.010000 2940.000000 13.000000 0.440000 2927.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.740000 257.760000 11.760000 4.780000 246.000000
AcadeMedia 12 0.680000 564.480000 7.480000 1.340000 557.000004
Norva24 Group 16 1.420000 549.760000 6.760000 1.240000 543.000000
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
Swedbank A 3 1.580000 567.900000 3.900000 0.690000 564.000000
Karnov Group 9 -1.970000 537.300000 1.300000 0.240000 536.000004
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Securitas B 6 -0.080000 568.920000 -1.080000 -0.190000 570.000000
Essity B 2 -1.280000 572.600000 -1.400000 -0.240000 574.000000
Essity A 4 -1.720000 1146.000000 -3.000000 -0.260000 1149.000000
Nordea Bank Abp 29 0.000000 3449.260000 -4.740000 -0.140000 3453.999992
CTEK 13 0.570000 525.850000 -8.150000 -1.530000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.430000 1535.400000 -128.600000 -7.730000 1663.999992
Axfood 13 0.360000 3601.000000 -155.000000 -4.130000 3756.000001
Ovzon 52 3.720000 3047.200000 -314.800000 -9.360000 3361.999992
Fasadgruppen Group 35 -0.710000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46493.230000 -395.340000 -1.52532% 46888.564618

Updated:¶

'2023-01-18 12:49:05.094239'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶